+145.1%
CCL vs LBRT
-38.0%
+183.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.9% |
| 7D | +2.6% | -29.1% | +31.7% | +7.7% |
| 30D | +13.1% | -38.4% | +51.5% | +21.3% |
| 3M | +3.3% | -40.1% | +43.3% | +10.8% |
| 6M | +8.7% | -62.9% | +71.6% | +26.4% |
| YTD | -1.6% | -34.5% | +32.9% | -1.9% |
| 1Y | +14.0% | -30.2% | +44.2% | +11.5% |
| 3Y | +145.1% | -37.5% | +182.6% | +133.0% |
| All | +145.1% | -38.0% | +183.1% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling